COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 42,721: 9,935 29,228 6,975 858 422 6,716 3,229 664 12,516 2,893 4,251: 1,242 1,176
Old : 42,721: 9,935 29,228 6,975 858 422 6,716 3,229 664 12,516 2,893 4,251: 1,242 1,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -3,070: -354 -1,748 -703 -8 139 -380 -41 -28 -634 -516 -771: -339 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 68.4 16.3 2.0 1.0 15.7 7.6 1.6 29.3 6.8 10.0: 2.9 2.8
Old : 100.0: 23.3 68.4 16.3 2.0 1.0 15.7 7.6 1.6 29.3 6.8 10.0: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 11 9 4 . . . 5 5 9 6 5:
Old : 41: 11 9 4 . . . 5 5 9 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 66.9 66.8 79.5 35.2 60.4 56.3 68.5
Old : 38.6 66.9 66.8 79.5 35.2 60.4 56.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 4,865: 866 2,227 65 873 29 805 300 30 1,591 435 574: 905 397
Old : 4,865: 866 2,227 65 873 29 805 300 30 1,591 435 574: 905 397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -128: 203 -400 50 -227 -40 15 15 -15 -238 435 -93: -10 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 45.8 1.3 17.9 0.6 16.5 6.2 0.6 32.7 8.9 11.8: 18.6 8.2
Old : 100.0: 17.8 45.8 1.3 17.9 0.6 16.5 6.2 0.6 32.7 8.9 11.8: 18.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 4 6 . . . . . . 6 . 5:
Old : 20: 4 6 . . . . . . 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 48.7 70.8 76.2 38.7 43.0 56.2 65.3
Old : 46.4 48.7 70.8 76.2 38.7 43.0 56.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 80,444: 47,304 51,389 5,798 8,998 11,561 10,137 40 767 1,425 4,842 2,484: 967 363
Old : 80,444: 47,304 51,389 5,798 8,998 11,561 10,137 40 767 1,425 4,842 2,484: 967 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -8,103: -3,699 -3,463 393 325 -2,722 326 36 -813 -72 165 -1,574: 58 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 63.9 7.2 11.2 14.4 12.6 0.0 1.0 1.8 6.0 3.1: 1.2 0.5
Old : 100.0: 58.8 63.9 7.2 11.2 14.4 12.6 0.0 1.0 1.8 6.0 3.1: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 29 27 . . . 6 . . 4 6 8:
Old : 53: 29 27 . . . 6 . . 4 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 43.4 65.3 63.6 32.5 29.3 47.3 41.9
Old : 45.3 43.4 65.3 63.6 32.5 29.3 47.3 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 37,974: 29,900 30,264 154 3,260 2,660 400 300 0 3,775 225 1,025: 60 240
Old : 37,974: 29,900 30,264 154 3,260 2,660 400 300 0 3,775 225 1,025: 60 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,126: 14 913 154 -45 -27 -100 0 0 750 -50 275: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 79.7 0.4 8.6 7.0 1.1 0.8 0.0 9.9 0.6 2.7: 0.2 0.6
Old : 100.0: 78.7 79.7 0.4 8.6 7.0 1.1 0.8 0.0 9.9 0.6 2.7: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 18 . . . . . 0 4 4 5:
Old : 36: 20 18 . . . . . 0 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 54.7 75.1 79.4 50.2 48.6 60.4 66.0
Old : 56.5 54.7 75.1 79.4 50.2 48.6 60.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 25,877: 23,092 14,735 0 7,897 560 0 0 0 1,100 1,560 1,125: 0 0
Old : 25,877: 23,092 14,735 0 7,897 560 0 0 0 1,100 1,560 1,125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,243: 583 533 0 -125 235 0 0 0 200 375 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 56.9 0.0 30.5 2.2 0.0 0.0 0.0 4.3 6.0 4.3: 0.0 0.0
Old : 100.0: 89.2 56.9 0.0 30.5 2.2 0.0 0.0 0.0 4.3 6.0 4.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 17 0 . . 0 0 0 . . 4:
Old : 28: 18 17 0 . . 0 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 57.4 86.7 81.9 72.9 50.7 79.8 71.0
Old : 75.4 57.4 86.7 81.9 72.9 50.7 79.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 175,766: 140,048 129,741 16,759 11,789 5,242 7,118 14,627 2,406 2,288 10,280 1,538: 367 143
Old : 175,766: 140,048 129,741 16,759 11,789 5,242 7,118 14,627 2,406 2,288 10,280 1,538: 367 143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 5,001: 4,521 6,388 -634 -1,938 430 535 9 60 52 30 -37: 74 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 73.8 9.5 6.7 3.0 4.0 8.3 1.4 1.3 5.8 0.9: 0.2 0.1
Old : 100.0: 79.7 73.8 9.5 6.7 3.0 4.0 8.3 1.4 1.3 5.8 0.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 34 32 4 . . . 4 . . . .:
Old : 55: 34 32 4 . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 58.4 54.8 75.0 34.9 47.9 46.6 63.1
Old : 38.7 58.4 54.8 75.0 34.9 47.9 46.6 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 59,304: 42,580 30,227 9,380 14,278 3,443 995 9,425 730 1,600 625 575: 0 0
Old : 59,304: 42,580 30,227 9,380 14,278 3,443 995 9,425 730 1,600 625 575: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,798: 2,301 2,369 75 836 -153 204 -300 171 250 -75 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 51.0 15.8 24.1 5.8 1.7 15.9 1.2 2.7 1.1 1.0: 0.0 0.0
Old : 100.0: 71.8 51.0 15.8 24.1 5.8 1.7 15.9 1.2 2.7 1.1 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 19 . . . 4 . 4 . . 4:
Old : 37: 16 19 . . . 4 . 4 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 69.0 89.8 88.3 74.5 60.4 78.6 77.9
Old : 78.5 69.0 89.8 88.3 74.5 60.4 78.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 53,059: 38,579 34,874 2,900 3,355 8,920 400 4,750 0 1,340 200 775: 145 185
Old : 53,059: 38,579 34,874 2,900 3,355 8,920 400 4,750 0 1,340 200 775: 145 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -902: 78 -1,538 -540 620 -385 0 350 0 0 100 -50: -5 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 65.7 5.5 6.3 16.8 0.8 9.0 0.0 2.5 0.4 1.5: 0.3 0.3
Old : 100.0: 72.7 65.7 5.5 6.3 16.8 0.8 9.0 0.0 2.5 0.4 1.5: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 23 . . . . . 0 . . .:
Old : 38: 25 23 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 49.7 70.5 71.9 27.5 29.6 40.1 42.7
Old : 46.5 49.7 70.5 71.9 27.5 29.6 40.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 63,947: 53,312 42,319 2,740 13,152 5,293 540 1,615 160 1,185 890 510: 207 8
Old : 63,947: 53,312 42,319 2,740 13,152 5,293 540 1,615 160 1,185 890 510: 207 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,113: 1,710 1,423 15 457 218 -175 85 35 295 -15 30: -15 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 66.2 4.3 20.6 8.3 0.8 2.5 0.3 1.9 1.4 0.8: 0.3 0.0
Old : 100.0: 83.4 66.2 4.3 20.6 8.3 0.8 2.5 0.3 1.9 1.4 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 28 27 . . 4 . . . . 4 .:
Old : 47: 28 27 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 50.7 67.4 71.5 42.4 44.0 55.7 59.2
Old : 46.5 50.7 67.4 71.5 42.4 44.0 55.7 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 78,567: 51,582 60,022 21,570 14,225 3,260 750 0 0 630 150 700: 75 210
Old : 78,567: 51,582 60,022 21,570 14,225 3,260 750 0 0 630 150 700: 75 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,430: 1,175 920 335 570 -60 0 0 0 0 65 -65: 45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 76.4 27.5 18.1 4.1 1.0 0.0 0.0 0.8 0.2 0.9: 0.1 0.3
Old : 100.0: 65.7 76.4 27.5 18.1 4.1 1.0 0.0 0.0 0.8 0.2 0.9: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 22 . . . . 0 0 . . .:
Old : 39: 18 22 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 69.9 69.0 84.4 48.7 66.1 67.0 79.4
Old : 50.5 69.9 69.0 84.4 48.7 66.1 67.0 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 105,659: 70,179 69,694 27,385 30,045 5,235 1,025 0 0 1,280 0 555: 0 130
Old : 105,659: 70,179 69,694 27,385 30,045 5,235 1,025 0 0 1,280 0 555: 0 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,410: 1,640 1,205 545 1,240 -35 275 0 0 -15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 66.0 25.9 28.4 5.0 1.0 0.0 0.0 1.2 0.0 0.5: 0.0 0.1
Old : 100.0: 66.4 66.0 25.9 28.4 5.0 1.0 0.0 0.0 1.2 0.0 0.5: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 22 . . . . 0 0 . 0 .:
Old : 40: 20 22 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 66.4 71.0 83.3 50.5 61.5 69.5 77.6
Old : 50.7 66.4 71.0 83.3 50.5 61.5 69.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,183: 20,623 27,558 7,075 0 3,140 0 0 0 340 0 0: 5 485
Old : 31,183: 20,623 27,558 7,075 0 3,140 0 0 0 340 0 0: 5 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 23: 323 23 -340 0 0 0 0 0 40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 88.4 22.7 0.0 10.1 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 1.6
Old : 100.0: 66.1 88.4 22.7 0.0 10.1 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 14 4 0 . 0 0 0 . 0 0:
Old : 26: 18 14 4 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 73.1 79.6 87.5 41.1 61.5 64.2 69.6
Old : 54.1 73.1 79.6 87.5 41.1 61.5 64.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 33,985: 27,860 27,755 1,130 1,350 4,390 0 0 0 450 390 90: 65 10
Old : 33,985: 27,860 27,755 1,130 1,350 4,390 0 0 0 450 390 90: 65 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 395: 370 775 600 -15 -285 0 0 0 0 0 0: -290 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 81.7 3.3 4.0 12.9 0.0 0.0 0.0 1.3 1.1 0.3: 0.2 0.0
Old : 100.0: 82.0 81.7 3.3 4.0 12.9 0.0 0.0 0.0 1.3 1.1 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 14 . . . 0 0 0 . . .:
Old : 24: 18 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 64.7 77.5 88.4 37.1 52.9 47.9 59.4
Old : 57.3 64.7 77.5 88.4 37.1 52.9 47.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 25,672: 12,263 14,809 0 6,518 1,020 2,361 0 0 7,480 868 2,152: 396 305
Old : 25,672: 12,263 14,809 0 6,518 1,020 2,361 0 0 7,480 868 2,152: 396 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,201: 1,044 811 0 225 0 100 0 0 50 200 -50: 57 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 57.7 0.0 25.4 4.0 9.2 0.0 0.0 29.1 3.4 8.4: 1.5 1.2
Old : 100.0: 47.8 57.7 0.0 25.4 4.0 9.2 0.0 0.0 29.1 3.4 8.4: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 18 0 . . . 0 0 4 . 4:
Old : 32: 15 18 0 . . . 0 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 45.3 79.0 63.4 54.9 41.4 67.1 55.3
Old : 58.3 45.3 79.0 63.4 54.9 41.4 67.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,211: 26,281 36,001 10,225 0 2,680 0 50 0 25 380 0: 0 100
Old : 39,211: 26,281 36,001 10,225 0 2,680 0 50 0 25 380 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 325: 575 105 -500 0 250 0 0 0 0 -30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 91.8 26.1 0.0 6.8 0.0 0.1 0.0 0.1 1.0 0.0: 0.0 0.3
Old : 100.0: 67.0 91.8 26.1 0.0 6.8 0.0 0.1 0.0 0.1 1.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 21 4 0 . 0 . 0 . . 0:
Old : 34: 20 21 4 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 59.8 77.0 78.3 39.2 53.1 61.7 62.2
Old : 49.8 59.8 77.0 78.3 39.2 53.1 61.7 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 43,580: 39,515 29,035 1,320 12,705 845 0 0 0 605 560 305: 990 130
Old : 43,580: 39,515 29,035 1,320 12,705 845 0 0 0 605 560 305: 990 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 395: 105 880 0 -830 260 0 0 0 -60 -5 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 66.6 3.0 29.2 1.9 0.0 0.0 0.0 1.4 1.3 0.7: 2.3 0.3
Old : 100.0: 90.7 66.6 3.0 29.2 1.9 0.0 0.0 0.0 1.4 1.3 0.7: 2.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 18 . . . 0 0 0 . . .:
Old : 31: 20 18 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 64.3 73.0 86.6 53.1 60.4 64.8 74.2
Old : 55.5 64.3 73.0 86.6 53.1 60.4 64.8 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,705: 33,963 33,517 7,494 9,385 623 0 0 0 1,375 0 10: 240 170
Old : 43,705: 33,963 33,517 7,494 9,385 623 0 0 0 1,375 0 10: 240 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,390: 1,345 890 20 500 0 0 0 0 15 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 76.7 17.1 21.5 1.4 0.0 0.0 0.0 3.1 0.0 0.0: 0.5 0.4
Old : 100.0: 77.7 76.7 17.1 21.5 1.4 0.0 0.0 0.0 3.1 0.0 0.0: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 14 . . . 0 0 0 . 0 .:
Old : 29: 19 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 94.5 72.0 97.7 45.9 90.7 68.1 91.5
Old : 47.6 94.5 72.0 97.7 45.9 90.7 68.1 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,027: 40,081 36,448 7,272 10,740 1,969 0 0 0 1,705 1,700 0: 0 170
Old : 51,027: 40,081 36,448 7,272 10,740 1,969 0 0 0 1,705 1,700 0: 0 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,703: 2,133 983 -375 800 -80 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 71.4 14.3 21.0 3.9 0.0 0.0 0.0 3.3 3.3 0.0: 0.0 0.3
Old : 100.0: 78.5 71.4 14.3 21.0 3.9 0.0 0.0 0.0 3.3 3.3 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 14 . . . 0 0 0 . . 0:
Old : 31: 20 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 87.1 71.5 95.5 47.4 84.6 67.0 89.1
Old : 49.6 87.1 71.5 95.5 47.4 84.6 67.0 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 82,638: 71,461 72,632 8,325 6,412 1,268 0 0 0 0 733 1,363: 221 230
Old : 82,638: 71,461 72,632 8,325 6,412 1,268 0 0 0 0 733 1,363: 221 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,891: 1,572 1,538 -27 -290 23 0 0 0 0 310 308: 15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 87.9 10.1 7.8 1.5 0.0 0.0 0.0 0.0 0.9 1.6: 0.3 0.3
Old : 100.0: 86.5 87.9 10.1 7.8 1.5 0.0 0.0 0.0 0.0 0.9 1.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 21 . . 4 0 0 0 0 . .:
Old : 33: 22 21 . . 4 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 59.6 75.1 78.6 50.9 56.3 72.9 72.1
Old : 52.1 59.6 75.1 78.6 50.9 56.3 72.9 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 113,090: 97,648 96,604 11,025 9,124 1,376 60 1,094 45 1,335 3,254 1,273: 328 320
Old : 113,090: 97,648 96,604 11,025 9,124 1,376 60 1,094 45 1,335 3,254 1,273: 328 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 3,154: 3,036 1,744 -103 -140 5 25 110 5 -555 734 721: 20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 85.4 9.7 8.1 1.2 0.1 1.0 0.0 1.2 2.9 1.1: 0.3 0.3
Old : 100.0: 86.3 85.4 9.7 8.1 1.2 0.1 1.0 0.0 1.2 2.9 1.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 25 23 . . . . . . . . .:
Old : 46: 25 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 49.5 73.0 74.0 47.9 43.6 70.1 65.2
Old : 49.3 49.5 73.0 74.0 47.9 43.6 70.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 32,686: 25,411 31,586 5,976 0 900 0 50 0 225 0 150: 24 0
Old : 32,686: 25,411 31,586 5,976 0 900 0 50 0 225 0 150: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 300: 0 375 50 0 -75 0 0 0 175 -150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 96.6 18.3 0.0 2.8 0.0 0.2 0.0 0.7 0.0 0.5: 0.1 0.0
Old : 100.0: 77.7 96.6 18.3 0.0 2.8 0.0 0.2 0.0 0.7 0.0 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 . 0 . 0 . 0 . 0 .:
Old : 23: 11 13 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.7 81.0 96.5 96.9 82.7 79.7 88.4 88.9
Old : 86.7 81.0 96.5 96.9 82.7 79.7 88.4 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 34,550: 26,945 24,355 1,325 4,335 3,190 950 2,100 250 1,490 0 130: 270 190
Old : 34,550: 26,945 24,355 1,325 4,335 3,190 950 2,100 250 1,490 0 130: 270 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 375: 195 760 225 105 -495 350 0 0 90 0 5: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 70.5 3.8 12.5 9.2 2.7 6.1 0.7 4.3 0.0 0.4: 0.8 0.5
Old : 100.0: 78.0 70.5 3.8 12.5 9.2 2.7 6.1 0.7 4.3 0.0 0.4: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 16 . . . . . . . 0 .:
Old : 25: 17 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 68.3 66.9 86.5 38.4 55.8 50.3 60.0
Old : 47.2 68.3 66.9 86.5 38.4 55.8 50.3 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 39,641: 20,816 31,686 6,420 2,235 3,840 6,230 0 500 1,475 1,200 180: 180 0
Old : 39,641: 20,816 31,686 6,420 2,235 3,840 6,230 0 500 1,475 1,200 180: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 400: 125 525 400 25 -125 0 0 0 295 0 -20: -275 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 79.9 16.2 5.6 9.7 15.7 0.0 1.3 3.7 3.0 0.5: 0.5 0.0
Old : 100.0: 52.5 79.9 16.2 5.6 9.7 15.7 0.0 1.3 3.7 3.0 0.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 20 . . . . 0 . . . .:
Old : 31: 21 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 60.3 70.0 79.7 43.3 43.6 55.7 61.4
Old : 48.4 60.3 70.0 79.7 43.3 43.6 55.7 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 44,595: 20,819 41,462 23,468 0 125 0 1,600 0 92 1,300 4: 87 104
Old : 44,595: 20,819 41,462 23,468 0 125 0 1,600 0 92 1,300 4: 87 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,080: 274 2,081 1,865 0 0 0 0 0 0 0 0: -59 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 93.0 52.6 0.0 0.3 0.0 3.6 0.0 0.2 2.9 0.0: 0.2 0.2
Old : 100.0: 46.7 93.0 52.6 0.0 0.3 0.0 3.6 0.0 0.2 2.9 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 4 0 . 0 . 0 . . .:
Old : 25: 14 13 4 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 83.3 89.2 93.1 70.5 76.1 85.0 85.0
Old : 70.5 83.3 89.2 93.1 70.5 76.1 85.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 37,454: 17,300 34,619 19,839 70 310 0 2,260 0 0 0 0: 5 195
Old : 37,454: 17,300 34,619 19,839 70 310 0 2,260 0 0 0 0: 5 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 290: 290 290 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 92.4 53.0 0.2 0.8 0.0 6.0 0.0 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 46.2 92.4 53.0 0.2 0.8 0.0 6.0 0.0 0.0 0.0 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . . 0 . 0 0 0 0:
Old : 23: 14 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 89.1 87.9 95.8 70.1 86.5 85.6 90.9
Old : 70.9 89.1 87.9 95.8 70.1 86.5 85.6 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,754: 23,148 26,907 2,654 200 1,222 50 1,425 0 2,146 0 0: 534 0
Old : 29,754: 23,148 26,907 2,654 200 1,222 50 1,425 0 2,146 0 0: 534 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,301: 988 1,372 -108 0 29 50 -100 0 345 0 0: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 90.4 8.9 0.7 4.1 0.2 4.8 0.0 7.2 0.0 0.0: 1.8 0.0
Old : 100.0: 77.8 90.4 8.9 0.7 4.1 0.2 4.8 0.0 7.2 0.0 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 17 4 . . . . 0 5 0 0:
Old : 36: 19 17 4 . . . . 0 5 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 67.1 66.5 86.4 44.0 59.5 59.4 77.4
Old : 46.4 67.1 66.5 86.4 44.0 59.5 59.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 24,039: 20,975 21,985 351 655 594 0 345 320 1,180 0 0: 619 140
Old : 24,039: 20,975 21,985 351 655 594 0 345 320 1,180 0 0: 619 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 942: 930 1,020 -25 -90 7 0 0 0 0 0 0: 30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 91.5 1.5 2.7 2.5 0.0 1.4 1.3 4.9 0.0 0.0: 2.6 0.6
Old : 100.0: 87.3 91.5 1.5 2.7 2.5 0.0 1.4 1.3 4.9 0.0 0.0: 2.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 16 . . . 0 . . . 0 0:
Old : 26: 14 16 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 70.6 79.5 86.2 60.6 69.7 75.1 83.1
Old : 62.6 70.6 79.5 86.2 60.6 69.7 75.1 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 48,651: 43,661 34,044 2,822 6,844 1,255 55 5,685 0 266 378 415: 177 30
Old : 48,651: 43,661 34,044 2,822 6,844 1,255 55 5,685 0 266 378 415: 177 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -516: -482 -123 132 -148 -119 25 -74 -41 0 0 0: -30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 70.0 5.8 14.1 2.6 0.1 11.7 0.0 0.5 0.8 0.9: 0.4 0.1
Old : 100.0: 89.7 70.0 5.8 14.1 2.6 0.1 11.7 0.0 0.5 0.8 0.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 21 . . . . . 0 . . .:
Old : 38: 22 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 48.6 81.0 71.7 63.0 46.1 72.8 66.5
Old : 66.4 48.6 81.0 71.7 63.0 46.1 72.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 37,851: 31,239 25,707 4,860 8,514 520 25 1,868 807 0 384 1: 399 50
Old : 37,851: 31,239 25,707 4,860 8,514 520 25 1,868 807 0 384 1: 399 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -24: -267 206 205 -170 -120 -25 -150 200 0 -1 1: -18 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 67.9 12.8 22.5 1.4 0.1 4.9 2.1 0.0 1.0 0.0: 1.1 0.1
Old : 100.0: 82.5 67.9 12.8 22.5 1.4 0.1 4.9 2.1 0.0 1.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 16 . . . . . . 0 . .:
Old : 29: 20 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 59.9 74.5 84.8 54.5 58.1 67.6 77.8
Old : 58.2 59.9 74.5 84.8 54.5 58.1 67.6 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,810: 6,780 13,260 4,965 0 530 225 0 0 1,235 0 0: 75 20
Old : 13,810: 6,780 13,260 4,965 0 530 225 0 0 1,235 0 0: 75 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -25: 200 -25 -85 0 0 0 0 0 0 0 0: -140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 96.0 36.0 0.0 3.8 1.6 0.0 0.0 8.9 0.0 0.0: 0.5 0.1
Old : 100.0: 49.1 96.0 36.0 0.0 3.8 1.6 0.0 0.0 8.9 0.0 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 . 0 . . 0 0 . 0 0:
Old : 25: 15 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 87.6 80.0 97.9 45.9 75.7 62.4 77.3
Old : 61.6 87.6 80.0 97.9 45.9 75.7 62.4 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,910: 6,860 13,360 5,275 0 530 225 0 0 875 0 0: 145 20
Old : 13,910: 6,860 13,360 5,275 0 530 225 0 0 875 0 0: 145 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -25: 50 -25 -75 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 96.0 37.9 0.0 3.8 1.6 0.0 0.0 6.3 0.0 0.0: 1.0 0.1
Old : 100.0: 49.3 96.0 37.9 0.0 3.8 1.6 0.0 0.0 6.3 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 9 . 0 . . 0 0 . 0 0:
Old : 25: 16 9 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 87.0 80.8 97.5 47.3 75.5 63.3 77.4
Old : 63.4 87.0 80.8 97.5 47.3 75.5 63.3 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 269,077: 218,439 136,934 510 65,246 17,674 0 10,259 19,189 0 6,765 12,755: 510 255
Old : 269,077: 218,439 136,934 510 65,246 17,674 0 10,259 19,189 0 6,765 12,755: 510 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -784: -556 -535 0 119 -96 0 -149 -34 0 8 -97: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 50.9 0.2 24.2 6.6 0.0 3.8 7.1 0.0 2.5 4.7: 0.2 0.1
Old : 100.0: 81.2 50.9 0.2 24.2 6.6 0.0 3.8 7.1 0.0 2.5 4.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . 0 . . 0 . .:
Old : 20: 12 12 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 53.5 91.5 80.3 47.8 39.6 48.6 46.4
Old : 74.1 53.5 91.5 80.3 47.8 39.6 48.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,705: 11,225 15,510 6,665 2,565 160 0 0 0 425 0 0: 230 470
Old : 18,705: 11,225 15,510 6,665 2,565 160 0 0 0 425 0 0: 230 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,825: 925 2,200 900 -375 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 82.9 35.6 13.7 0.9 0.0 0.0 0.0 2.3 0.0 0.0: 1.2 2.5
Old : 100.0: 60.0 82.9 35.6 13.7 0.9 0.0 0.0 0.0 2.3 0.0 0.0: 1.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . . . 0 0 0 . 0 0:
Old : 20: 8 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 77.1 92.2 94.0 64.6 77.1 91.2 92.2
Old : 65.4 77.1 92.2 94.0 64.6 77.1 91.2 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,005: 9,889 16,830 11,400 3,910 1,340 0 825 75 50 25 0: 251 0
Old : 23,005: 9,889 16,830 11,400 3,910 1,340 0 825 75 50 25 0: 251 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 50: 155 -25 -85 0 100 0 0 0 0 -25 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 73.2 49.6 17.0 5.8 0.0 3.6 0.3 0.2 0.1 0.0: 1.1 0.0
Old : 100.0: 43.0 73.2 49.6 17.0 5.8 0.0 3.6 0.3 0.2 0.1 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 11 . . . 0 . . . . 0:
Old : 32: 16 11 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 67.0 91.0 90.7 70.8 62.3 78.7 79.3
Old : 77.5 67.0 91.0 90.7 70.8 62.3 78.7 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,415: 7,603 14,300 9,125 2,710 2,680 0 625 75 50 25 0: 882 0
Old : 20,415: 7,603 14,300 9,125 2,710 2,680 0 625 75 50 25 0: 882 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 50: 163 -25 -110 0 100 0 0 0 0 -25 0: -103 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 70.0 44.7 13.3 13.1 0.0 3.1 0.4 0.2 0.1 0.0: 4.3 0.0
Old : 100.0: 37.2 70.0 44.7 13.3 13.1 0.0 3.1 0.4 0.2 0.1 0.0: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 9 . . . 0 . . . . 0:
Old : 27: 12 9 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 70.3 89.1 92.8 60.7 57.8 68.0 72.2
Old : 76.9 70.3 89.1 92.8 60.7 57.8 68.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,340: 6,110 4,915 0 1,765 550 660 0 0 0 0 0: 20 110
Old : 7,340: 6,110 4,915 0 1,765 550 660 0 0 0 0 0: 20 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.0 0.0 24.0 7.5 9.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.5
Old : 100.0: 83.2 67.0 0.0 24.0 7.5 9.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 0 . . . 0 0 0 0 0:
Old : 22: 12 10 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 65.5 75.5 92.7 44.6 55.0 72.5 71.9
Old : 44.6 65.5 75.5 92.7 44.6 55.0 72.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,440: 5,900 4,295 0 1,515 520 0 0 0 0 0 0: 20 110
Old : 6,440: 5,900 4,295 0 1,515 520 0 0 0 0 0 0: 20 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 66.7 0.0 23.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.7
Old : 100.0: 91.6 66.7 0.0 23.5 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 0 . . 0 0 0 0 0 0:
Old : 21: 11 10 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 63.0 81.7 91.7 49.9 52.6 75.2 71.6
Old : 49.9 63.0 81.7 91.7 49.9 52.6 75.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,628: 18,795 17,668 3,155 2,105 3,860 0 0 0 444 2,940 0: 374 55
Old : 26,628: 18,795 17,668 3,155 2,105 3,860 0 0 0 444 2,940 0: 374 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,390: 790 1,231 0 -410 600 0 0 0 0 0 0: 0 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 66.4 11.8 7.9 14.5 0.0 0.0 0.0 1.7 11.0 0.0: 1.4 0.2
Old : 100.0: 70.6 66.4 11.8 7.9 14.5 0.0 0.0 0.0 1.7 11.0 0.0: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 . . . 0 0 0 . . 0:
Old : 25: 14 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 82.7 84.9 97.2 49.5 73.8 74.5 83.2
Old : 54.4 82.7 84.9 97.2 49.5 73.8 74.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,003: 19,090 16,913 3,155 3,275 3,825 0 0 0 444 2,890 45: 444 55
Old : 27,003: 19,090 16,913 3,155 3,275 3,825 0 0 0 444 2,890 45: 444 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,345: 735 1,145 0 -410 600 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 62.6 11.7 12.1 14.2 0.0 0.0 0.0 1.6 10.7 0.2: 1.6 0.2
Old : 100.0: 70.7 62.6 11.7 12.1 14.2 0.0 0.0 0.0 1.6 10.7 0.2: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 13 . . . 0 0 0 . . .:
Old : 26: 14 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 85.7 85.2 96.7 52.3 76.0 73.6 82.8
Old : 57.4 85.7 85.2 96.7 52.3 76.0 73.6 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,527: 95,907 81,713 10,850 25,573 5,300 0 885 920 3,359 1,925 883: 308 328
Old : 117,527: 95,907 81,713 10,850 25,573 5,300 0 885 920 3,359 1,925 883: 308 328
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,092: 526 419 0 215 468 0 0 0 59 -26 16: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 69.5 9.2 21.8 4.5 0.0 0.8 0.8 2.9 1.6 0.8: 0.3 0.3
Old : 100.0: 81.6 69.5 9.2 21.8 4.5 0.0 0.8 0.8 2.9 1.6 0.8: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 28 26 . 4 5 0 . . 4 . .:
Old : 49: 28 26 . 4 5 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 52.8 61.2 76.0 35.7 43.6 51.2 59.9
Old : 42.7 52.8 61.2 76.0 35.7 43.6 51.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 132,276: 111,508 91,231 10,460 26,659 4,628 310 6,101 930 3,769 1,925 396: 275 406
Old : 132,276: 111,508 91,231 10,460 26,659 4,628 310 6,101 930 3,769 1,925 396: 275 406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,517: 1,291 166 0 141 200 -75 1,010 0 101 0 -10: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 69.0 7.9 20.2 3.5 0.2 4.6 0.7 2.8 1.5 0.3: 0.2 0.3
Old : 100.0: 84.3 69.0 7.9 20.2 3.5 0.2 4.6 0.7 2.8 1.5 0.3: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 30 26 . 4 . . 5 . 6 . 4:
Old : 56: 30 26 . 4 . . 5 . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 50.3 60.3 74.1 34.2 43.9 53.0 60.7
Old : 40.2 50.3 60.3 74.1 34.2 43.9 53.0 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 269,751: 181,826 206,214 5,137 1,039 36,774 21,126 3,661 6,086 8,705 6,013 9,756: 342 208
Old : 269,751: 181,826 206,214 5,137 1,039 36,774 21,126 3,661 6,086 8,705 6,013 9,756: 342 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,781: 3,925 8,243 2,559 -286 -315 1,143 -301 -638 1,400 1,346 -1,060: -233 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 76.4 1.9 0.4 13.6 7.8 1.4 2.3 3.2 2.2 3.6: 0.1 0.1
Old : 100.0: 67.4 76.4 1.9 0.4 13.6 7.8 1.4 2.3 3.2 2.2 3.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 37 40 5 . 5 9 4 8 16 5 13:
Old : 87: 37 40 5 . 5 9 4 8 16 5 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 44.8 50.5 60.8 25.0 32.0 35.8 40.1
Old : 34.9 44.8 50.5 60.8 25.0 32.0 35.8 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,925: 26,812 32,565 5,305 1,020 2,405 1,510 75 560 0 250 25: 308 25
Old : 36,925: 26,812 32,565 5,305 1,020 2,405 1,510 75 560 0 250 25: 308 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 95: 120 -195 0 390 -25 75 0 -75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 88.2 14.4 2.8 6.5 4.1 0.2 1.5 0.0 0.7 0.1: 0.8 0.1
Old : 100.0: 72.6 88.2 14.4 2.8 6.5 4.1 0.2 1.5 0.0 0.7 0.1: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 13 . . . . . . 0 . .:
Old : 29: 17 13 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 87.3 75.5 96.1 56.1 76.7 68.6 81.0
Old : 56.5 87.3 75.5 96.1 56.1 76.7 68.6 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,115: 25,682 31,485 4,405 285 2,525 1,700 50 470 0 250 25: 308 25
Old : 35,115: 25,682 31,485 4,405 285 2,525 1,700 50 470 0 250 25: 308 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 80: 145 -245 -105 285 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 89.7 12.5 0.8 7.2 4.8 0.1 1.3 0.0 0.7 0.1: 0.9 0.1
Old : 100.0: 73.1 89.7 12.5 0.8 7.2 4.8 0.1 1.3 0.0 0.7 0.1: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 12 . . . . . . 0 . .:
Old : 29: 17 12 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 89.2 75.8 96.3 53.5 79.0 67.8 81.9
Old : 53.9 89.2 75.8 96.3 53.5 79.0 67.8 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,630: 7,315 7,655 2,810 3,070 1,905 0 0 0 600 0 0: 0 0
Old : 12,630: 7,315 7,655 2,810 3,070 1,905 0 0 0 600 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 60.6 22.2 24.3 15.1 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Old : 100.0: 57.9 60.6 22.2 24.3 15.1 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . . . 0 0 0 . 0 0:
Old : 20: 12 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 84.6 82.6 99.0 51.5 74.3 67.4 77.1
Old : 61.0 84.6 82.6 99.0 51.5 74.3 67.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,450: 6,005 7,180 4,245 3,670 1,600 0 0 0 600 0 0: 0 0
Old : 12,450: 6,005 7,180 4,245 3,670 1,600 0 0 0 600 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 57.7 34.1 29.5 12.9 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Old : 100.0: 48.2 57.7 34.1 29.5 12.9 0.0 0.0 0.0 4.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . . 0 0 0 . 0 0:
Old : 20: 11 8 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 84.3 84.0 99.0 50.2 81.0 69.0 81.4
Old : 61.4 84.3 84.0 99.0 50.2 81.0 69.0 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 188,397: 78,716 129,900 49,130 8,429 38,158 20,679 0 1,715 0 10,196 0: 0 0
Old : 188,397: 78,716 129,900 49,130 8,429 38,158 20,679 0 1,715 0 10,196 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -5,020: -2,769 -2,447 -362 -338 -1,522 -60 0 0 0 -407 -306: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 68.9 26.1 4.5 20.3 11.0 0.0 0.9 0.0 5.4 0.0: 0.0 0.0
Old : 100.0: 41.8 68.9 26.1 4.5 20.3 11.0 0.0 0.9 0.0 5.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 12 . . . . 0 . 0 . 0:
Old : 25: 17 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 75.0 87.0 93.3 45.2 48.9 52.0 54.5
Old : 70.9 75.0 87.0 93.3 45.2 48.9 52.0 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,908: 12,969 22,079 12,320 200 1,575 50 0 125 0 2,900 0: 3,869 4,029
Old : 30,908: 12,969 22,079 12,320 200 1,575 50 0 125 0 2,900 0: 3,869 4,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,635: -243 1,437 1,390 0 350 0 0 0 0 0 0: 138 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 71.4 39.9 0.6 5.1 0.2 0.0 0.4 0.0 9.4 0.0: 12.5 13.0
Old : 100.0: 42.0 71.4 39.9 0.6 5.1 0.2 0.0 0.4 0.0 9.4 0.0: 12.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 13 . . . . 0 . 0 . 0:
Old : 22: 10 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 38.6 84.4 67.0 55.4 37.0 62.0 55.3
Old : 65.9 38.6 84.4 67.0 55.4 37.0 62.0 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,667: 11,946 20,006 11,390 200 2,095 50 0 125 0 2,900 0: 3,061 3,341
Old : 28,667: 11,946 20,006 11,390 200 2,095 50 0 125 0 2,900 0: 3,061 3,341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 710: -240 420 260 -230 580 0 0 0 0 0 0: 110 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 69.8 39.7 0.7 7.3 0.2 0.0 0.4 0.0 10.1 0.0: 10.7 11.7
Old : 100.0: 41.7 69.8 39.7 0.7 7.3 0.2 0.0 0.4 0.0 10.1 0.0: 10.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 13 . . . . 0 . 0 . 0:
Old : 21: 9 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 42.1 87.1 70.2 55.4 39.5 60.9 54.4
Old : 71.6 42.1 87.1 70.2 55.4 39.5 60.9 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,875: 20,735 6,760 475 3,220 2,930 0 9,985 0 0 1,415 15: 2,720 2,550
Old : 26,875: 20,735 6,760 475 3,220 2,930 0 9,985 0 0 1,415 15: 2,720 2,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 500: 660 -85 0 820 -70 0 0 0 0 -75 15: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 25.2 1.8 12.0 10.9 0.0 37.2 0.0 0.0 5.3 0.1: 10.1 9.5
Old : 100.0: 77.2 25.2 1.8 12.0 10.9 0.0 37.2 0.0 0.0 5.3 0.1: 10.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 10 . . . 0 . 0 0 . .:
Old : 30: 17 10 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 73.7 72.4 83.6 48.6 63.8 62.7 72.2
Old : 52.5 73.7 72.4 83.6 48.6 63.8 62.7 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,340: 21,215 7,170 475 4,115 2,930 0 9,860 0 0 715 15: 2,705 2,535
Old : 27,340: 21,215 7,170 475 4,115 2,930 0 9,860 0 0 715 15: 2,705 2,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 550: 685 -85 0 820 -70 0 25 0 0 -75 15: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 26.2 1.7 15.1 10.7 0.0 36.1 0.0 0.0 2.6 0.1: 9.9 9.3
Old : 100.0: 77.6 26.2 1.7 15.1 10.7 0.0 36.1 0.0 0.0 2.6 0.1: 9.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 11 . . . 0 . 0 0 . .:
Old : 29: 17 11 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 75.8 73.4 84.6 50.2 66.1 63.0 72.7
Old : 54.5 75.8 73.4 84.6 50.2 66.1 63.0 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,610: 16,055 33,330 17,150 0 745 725 0 375 0 630 75: 4,485 4,455
Old : 39,610: 16,055 33,330 17,150 0 745 725 0 375 0 630 75: 4,485 4,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 335: 170 195 -450 0 0 100 -375 150 0 0 0: 365 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 84.1 43.3 0.0 1.9 1.8 0.0 0.9 0.0 1.6 0.2: 11.3 11.2
Old : 100.0: 40.5 84.1 43.3 0.0 1.9 1.8 0.0 0.9 0.0 1.6 0.2: 11.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 10 . 0 . . 0 . 0 . .:
Old : 26: 12 10 . 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 79.4 79.7 85.5 65.7 77.3 78.4 82.3
Old : 66.6 79.4 79.7 85.5 65.7 77.3 78.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,060: 14,245 31,750 17,180 0 595 975 0 200 0 680 75: 3,790 3,760
Old : 37,060: 14,245 31,750 17,180 0 595 975 0 200 0 680 75: 3,790 3,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 95: 120 435 -400 0 0 150 -325 125 0 0 0: 100 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 85.7 46.4 0.0 1.6 2.6 0.0 0.5 0.0 1.8 0.2: 10.2 10.1
Old : 100.0: 38.4 85.7 46.4 0.0 1.6 2.6 0.0 0.5 0.0 1.8 0.2: 10.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 10 . 0 . . 0 . 0 . .:
Old : 25: 11 10 . 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 81.5 80.8 87.1 65.9 79.8 78.9 84.8
Old : 66.8 81.5 80.8 87.1 65.9 79.8 78.9 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,885: 14,885 8,205 0 1,490 2,270 0 5,315 0 0 130 50: 2,680 2,425
Old : 19,885: 14,885 8,205 0 1,490 2,270 0 5,315 0 0 130 50: 2,680 2,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 100: 50 0 0 100 -100 0 0 0 0 130 50: 100 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 41.3 0.0 7.5 11.4 0.0 26.7 0.0 0.0 0.7 0.3: 13.5 12.2
Old : 100.0: 74.9 41.3 0.0 7.5 11.4 0.0 26.7 0.0 0.0 0.7 0.3: 13.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 7 0 . . 0 . 0 0 . .:
Old : 22: 15 7 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 69.7 77.3 84.4 55.9 53.9 62.6 63.2
Old : 66.7 69.7 77.3 84.4 55.9 53.9 62.6 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,420: 13,645 8,400 0 515 2,645 0 4,855 0 0 130 50: 3,080 2,825
Old : 19,420: 13,645 8,400 0 515 2,645 0 4,855 0 0 130 50: 3,080 2,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 43.3 0.0 2.7 13.6 0.0 25.0 0.0 0.0 0.7 0.3: 15.9 14.5
Old : 100.0: 70.3 43.3 0.0 2.7 13.6 0.0 25.0 0.0 0.0 0.7 0.3: 15.9 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 7 0 . . 0 . 0 0 . .:
Old : 21: 15 7 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 68.7 75.5 83.5 53.9 54.7 60.0 61.6
Old : 65.0 68.7 75.5 83.5 53.9 54.7 60.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,855: 17,600 12,210 0 6,460 1,645 200 380 100 475 0 0: 3,835 3,060
Old : 23,855: 17,600 12,210 0 6,460 1,645 200 380 100 475 0 0: 3,835 3,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 870: 560 75 0 560 225 0 -50 50 175 0 0: -140 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 51.2 0.0 27.1 6.9 0.8 1.6 0.4 2.0 0.0 0.0: 16.1 12.8
Old : 100.0: 73.8 51.2 0.0 27.1 6.9 0.8 1.6 0.4 2.0 0.0 0.0: 16.1 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 0 . . . . . . 0 0:
Old : 23: 13 11 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 68.0 73.1 83.3 48.0 58.8 60.1 66.4
Old : 56.5 68.0 73.1 83.3 48.0 58.8 60.1 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,715: 15,590 10,520 0 6,325 1,660 150 430 50 500 0 0: 3,765 2,730
Old : 21,715: 15,590 10,520 0 6,325 1,660 150 430 50 500 0 0: 3,765 2,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 935: 660 150 0 510 300 0 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 48.4 0.0 29.1 7.6 0.7 2.0 0.2 2.3 0.0 0.0: 17.3 12.6
Old : 100.0: 71.8 48.4 0.0 29.1 7.6 0.7 2.0 0.2 2.3 0.0 0.0: 17.3 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 0 . . . . . . 0 0:
Old : 23: 13 9 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 72.3 72.1 84.5 46.9 61.0 56.8 65.1
Old : 55.4 72.3 72.1 84.5 46.9 61.0 56.8 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,020: 24,980 10,615 0 24,105 0 9,090 700 0 1,325 0 0: 1,625 1,600
Old : 37,020: 24,980 10,615 0 24,105 0 9,090 700 0 1,325 0 0: 1,625 1,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -120: 455 -300 0 255 0 -450 0 0 -50 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 28.7 0.0 65.1 0.0 24.6 1.9 0.0 3.6 0.0 0.0: 4.4 4.3
Old : 100.0: 67.5 28.7 0.0 65.1 0.0 24.6 1.9 0.0 3.6 0.0 0.0: 4.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 0 . 0 . . 0 . 0 0:
Old : 29: 19 9 0 . 0 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 83.2 81.9 93.0 69.1 78.2 80.4 87.0
Old : 69.1 83.2 81.9 93.0 69.1 78.2 80.4 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,315: 21,055 12,500 0 16,910 115 7,705 700 75 1,325 0 0: 2,040 2,015
Old : 32,315: 21,055 12,500 0 16,910 115 7,705 700 75 1,325 0 0: 2,040 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -275: 275 -300 0 25 -70 -500 0 75 -50 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 38.7 0.0 52.3 0.4 23.8 2.2 0.2 4.1 0.0 0.0: 6.3 6.2
Old : 100.0: 65.2 38.7 0.0 52.3 0.4 23.8 2.2 0.2 4.1 0.0 0.0: 6.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . . . . . . 0 0:
Old : 29: 18 9 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 77.1 79.6 89.8 65.4 70.8 77.7 83.2
Old : 66.2 77.1 79.6 89.8 65.4 70.8 77.7 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 96,545: 45,335 84,595 30,855 0 920 8,370 0 1,890 825 745 560: 7,790 7,835
Old : 96,545: 45,335 84,595 30,855 0 920 8,370 0 1,890 825 745 560: 7,790 7,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,610: -725 2,485 3,205 0 0 -75 0 225 0 -80 -10: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 87.6 32.0 0.0 1.0 8.7 0.0 2.0 0.9 0.8 0.6: 8.1 8.1
Old : 100.0: 47.0 87.6 32.0 0.0 1.0 8.7 0.0 2.0 0.9 0.8 0.6: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 24 . 0 . . 0 . . . .:
Old : 39: 19 24 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 60.0 78.8 74.9 63.0 59.6 71.4 69.2
Old : 65.7 60.0 78.8 74.9 63.0 59.6 71.4 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,030: 44,465 75,505 23,120 0 1,100 8,560 0 1,515 125 720 530: 9,615 9,660
Old : 89,030: 44,465 75,505 23,120 0 1,100 8,560 0 1,515 125 720 530: 9,615 9,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 2,695: -305 2,725 2,875 0 0 50 0 200 0 -105 -10: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 84.8 26.0 0.0 1.2 9.6 0.0 1.7 0.1 0.8 0.6: 10.8 10.9
Old : 100.0: 49.9 84.8 26.0 0.0 1.2 9.6 0.0 1.7 0.1 0.8 0.6: 10.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 23 . 0 . . 0 . . . .:
Old : 37: 16 23 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 54.8 80.9 70.4 64.6 52.9 75.5 67.2
Old : 66.2 54.8 80.9 70.4 64.6 52.9 75.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,190: 13,795 5,725 200 7,525 1,065 100 1,650 0 625 0 75: 2,330 2,150
Old : 18,190: 13,795 5,725 200 7,525 1,065 100 1,650 0 625 0 75: 2,330 2,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 31.5 1.1 41.4 5.9 0.5 9.1 0.0 3.4 0.0 0.4: 12.8 11.8
Old : 100.0: 75.8 31.5 1.1 41.4 5.9 0.5 9.1 0.0 3.4 0.0 0.4: 12.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 13 . . . . . 0 . 0 .:
Old : 24: 13 13 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 66.2 67.7 79.1 47.2 60.3 62.1 70.1
Old : 51.0 66.2 67.7 79.1 47.2 60.3 62.1 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,660: 13,425 7,185 200 8,265 1,090 0 175 0 1,775 0 0: 1,170 945
Old : 17,660: 13,425 7,185 200 8,265 1,090 0 175 0 1,775 0 0: 1,170 945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 40.7 1.1 46.8 6.2 0.0 1.0 0.0 10.1 0.0 0.0: 6.6 5.4
Old : 100.0: 76.0 40.7 1.1 46.8 6.2 0.0 1.0 0.0 10.1 0.0 0.0: 6.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 . 0 . 0 0:
Old : 20: 12 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 78.9 77.9 90.6 36.8 54.9 48.2 57.3
Old : 61.9 78.9 77.9 90.6 36.8 54.9 48.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,055: 34,650 29,105 0 2,095 4,505 0 2,950 500 0 500 100: 8,300 8,300
Old : 48,055: 34,650 29,105 0 2,095 4,505 0 2,950 500 0 500 100: 8,300 8,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 250: 155 255 0 -100 80 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 60.6 0.0 4.4 9.4 0.0 6.1 1.0 0.0 1.0 0.2: 17.3 17.3
Old : 100.0: 72.1 60.6 0.0 4.4 9.4 0.0 6.1 1.0 0.0 1.0 0.2: 17.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 20 0 . . 0 . . 0 . .:
Old : 29: 16 20 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 39.4 73.9 57.3 52.6 31.9 56.9 45.5
Old : 57.3 39.4 73.9 57.3 52.6 31.9 56.9 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 30, 2018
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,540: 17,630 16,100 190 1,515 3,860 275 0 225 0 600 0: 9,360 9,240
Old : 31,540: 17,630 16,100 190 1,515 3,860 275 0 225 0 600 0: 9,360 9,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,480: 620 620 0 -25 0 -25 0 0 0 0 0: 885 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 51.0 0.6 4.8 12.2 0.9 0.0 0.7 0.0 1.9 0.0: 29.7 29.3
Old : 100.0: 55.9 51.0 0.6 4.8 12.2 0.9 0.0 0.7 0.0 1.9 0.0: 29.7 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 18 . . . . 0 . 0 . 0:
Old : 26: 15 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 31.4 61.1 46.3 37.0 18.7 38.7 30.5
Old : 47.8 31.4 61.1 46.3 37.0 18.7 38.7 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018